Online robust portfolio risk management using total least-squares and parallel splitting algorithms

K Slavakis, GJT Leus, GB Giannakis

Research output: Chapter in Book/Conference proceedings/Edited volumeConference contributionScientificpeer-review

2 Citations (Scopus)

Abstract

ISSN : 1520-6149 INSPEC Accession Number: 13859597
Original languageEnglish
Title of host publicationproceedings of the International Conference on Acoustics, Speech, Signal Processing
EditorsV Krishnamurthy, K Plataniotis, R Ward, L Deng
Place of PublicationPiscataway, NJ, USA
PublisherIEEE Society
Pages5686-5690
Number of pages5
DOIs
Publication statusPublished - 2013
EventInternational Conference on Acoustics, Speech and Signal Processing (ICASSP2013) - Piscataway, NJ, USA
Duration: 26 May 201331 May 2013

Publication series

Name
PublisherIEEE

Conference

ConferenceInternational Conference on Acoustics, Speech and Signal Processing (ICASSP2013)
Period26/05/1331/05/13

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